Financial anomalies: evidence from Chinese stock markets
| aut.embargo | No | en |
| aut.thirdpc.contains | No | |
| aut.thirdpc.permission | No | |
| aut.thirdpc.removed | No | |
| dc.contributor.advisor | Ting, Yang | |
| dc.contributor.author | Ma, Jun | |
| dc.date.accessioned | 2009-07-22T01:51:27Z | |
| dc.date.available | 2009-07-22T01:51:27Z | |
| dc.date.copyright | 2007 | |
| dc.date.issued | 2007 | |
| dc.description.abstract | The analysis of broad samples of equal-weighted and value-weighted returns of the Chinese security markets documents that abnormally high rates of return on small-capitalization stocks are to be observed during the month of March on both A-share markets. Contrary to the international experience of the January effect, the March effect can be seen as the turn-of-the-year effect in the Chinese security market as the national economic background and cultural background delay the turn-of-the-year from February to March. | |
| dc.identifier.uri | https://hdl.handle.net/10292/694 | |
| dc.language.iso | en | en |
| dc.publisher | Auckland University of Technology | |
| dc.rights.accessrights | OpenAccess | |
| dc.title | Financial anomalies: evidence from Chinese stock markets | |
| dc.type | Thesis | |
| thesis.degree.grantor | Auckland University of Technology | |
| thesis.degree.level | Masters Dissertations | |
| thesis.degree.name | Master of Business |